Trading Metrics calculated at close of trading on 19-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,741.03 |
1,731.87 |
-9.16 |
-0.5% |
1,702.52 |
High |
1,764.12 |
1,746.49 |
-17.63 |
-1.0% |
1,749.45 |
Low |
1,728.94 |
1,726.89 |
-2.05 |
-0.1% |
1,693.39 |
Close |
1,731.66 |
1,744.45 |
12.79 |
0.7% |
1,740.94 |
Range |
35.18 |
19.60 |
-15.58 |
-44.3% |
56.06 |
ATR |
26.34 |
25.86 |
-0.48 |
-1.8% |
0.00 |
Volume |
7,014 |
5,884 |
-1,130 |
-16.1% |
29,768 |
|
Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.08 |
1,790.86 |
1,755.23 |
|
R3 |
1,778.48 |
1,771.26 |
1,749.84 |
|
R2 |
1,758.88 |
1,758.88 |
1,748.04 |
|
R1 |
1,751.66 |
1,751.66 |
1,746.25 |
1,755.27 |
PP |
1,739.28 |
1,739.28 |
1,739.28 |
1,741.08 |
S1 |
1,732.06 |
1,732.06 |
1,742.65 |
1,735.67 |
S2 |
1,719.68 |
1,719.68 |
1,740.86 |
|
S3 |
1,700.08 |
1,712.46 |
1,739.06 |
|
S4 |
1,680.48 |
1,692.86 |
1,733.67 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.11 |
1,874.58 |
1,771.77 |
|
R3 |
1,840.05 |
1,818.52 |
1,756.36 |
|
R2 |
1,783.99 |
1,783.99 |
1,751.22 |
|
R1 |
1,762.46 |
1,762.46 |
1,746.08 |
1,773.23 |
PP |
1,727.93 |
1,727.93 |
1,727.93 |
1,733.31 |
S1 |
1,706.40 |
1,706.40 |
1,735.80 |
1,717.17 |
S2 |
1,671.87 |
1,671.87 |
1,730.66 |
|
S3 |
1,615.81 |
1,650.34 |
1,725.52 |
|
S4 |
1,559.75 |
1,594.28 |
1,710.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,764.12 |
1,699.89 |
64.23 |
3.7% |
23.15 |
1.3% |
69% |
False |
False |
6,061 |
10 |
1,764.12 |
1,683.39 |
80.73 |
4.6% |
23.07 |
1.3% |
76% |
False |
False |
6,085 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.3% |
23.94 |
1.4% |
79% |
False |
False |
6,124 |
40 |
1,764.12 |
1,564.96 |
199.16 |
11.4% |
26.98 |
1.5% |
90% |
False |
False |
5,736 |
60 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
35.97 |
2.1% |
94% |
False |
False |
5,760 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
31.19 |
1.8% |
94% |
False |
False |
6,046 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
28.40 |
1.6% |
94% |
False |
False |
6,278 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
25.44 |
1.5% |
94% |
False |
False |
6,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.79 |
2.618 |
1,797.80 |
1.618 |
1,778.20 |
1.000 |
1,766.09 |
0.618 |
1,758.60 |
HIGH |
1,746.49 |
0.618 |
1,739.00 |
0.500 |
1,736.69 |
0.382 |
1,734.38 |
LOW |
1,726.89 |
0.618 |
1,714.78 |
1.000 |
1,707.29 |
1.618 |
1,695.18 |
2.618 |
1,675.58 |
4.250 |
1,643.59 |
|
|
Fisher Pivots for day following 19-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,741.86 |
1,745.51 |
PP |
1,739.28 |
1,745.15 |
S1 |
1,736.69 |
1,744.80 |
|